+75.2%
XLF vs APD
+10.0%
+65.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | +0.2% | -2.5% | +2.7% | +0.7% |
| 30D | -0.5% | -1.9% | +1.4% | -0.1% |
| 3M | +10.6% | +8.2% | +2.4% | +8.7% |
| 6M | +14.3% | +10.7% | +3.5% | +11.4% |
| YTD | +5.5% | +22.9% | -17.4% | +0.1% |
| 1Y | +9.6% | +5.8% | +3.8% | +7.7% |
| 3Y | +75.2% | +7.8% | +67.4% | +70.5% |
| All | +75.2% | +10.0% | +65.2% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded APD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling